st: Storing test statistics from dfuller output

Hi,
I need to run -dfuller- tests on several countries and collect the test statistic from each, store it, and compute its mean (or possibly divide by a scalar). I tried the following but didn't get what I was looking for.
quietly levelsof(country)
gen pm=.
foreach a in `r(levels)' {
quietly dfuller cpi if country==`a', lags(3)
replace pm = r(Zt) if country==`a'
}
Any help would be appreciated.
Thanks,
DF Tilley
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